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SKYE.DE vs. FTGT.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SKYE.DE vs. FTGT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Cloud Computing UCITS ETF Acc (SKYE.DE) and First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE). The values are adjusted to include any dividend payments, if applicable.

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SKYE.DE vs. FTGT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SKYE.DE
First Trust Cloud Computing UCITS ETF Acc
-13.77%-3.03%43.91%50.20%-32.52%
FTGT.DE
First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc
2.24%-4.41%-6.32%9.64%-24.17%

Returns By Period

In the year-to-date period, SKYE.DE achieves a -13.77% return, which is significantly lower than FTGT.DE's 2.24% return.


SKYE.DE

1D
1.06%
1M
4.21%
YTD
-13.77%
6M
-16.26%
1Y
0.32%
3Y*
16.85%
5Y*
3.14%
10Y*

FTGT.DE

1D
1.34%
1M
-4.13%
YTD
2.24%
6M
3.67%
1Y
-3.38%
3Y*
-0.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SKYE.DE vs. FTGT.DE - Expense Ratio Comparison

Both SKYE.DE and FTGT.DE have an expense ratio of 0.60%.


Return for Risk

SKYE.DE vs. FTGT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SKYE.DE
SKYE.DE Risk / Return Rank: 1111
Overall Rank
SKYE.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SKYE.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SKYE.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SKYE.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SKYE.DE Martin Ratio Rank: 1010
Martin Ratio Rank

FTGT.DE
FTGT.DE Risk / Return Rank: 88
Overall Rank
FTGT.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FTGT.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
FTGT.DE Omega Ratio Rank: 77
Omega Ratio Rank
FTGT.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
FTGT.DE Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SKYE.DE vs. FTGT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Cloud Computing UCITS ETF Acc (SKYE.DE) and First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SKYE.DEFTGT.DEDifference

Sharpe ratio

Return per unit of total volatility

0.01

-0.22

+0.23

Sortino ratio

Return per unit of downside risk

0.21

-0.19

+0.40

Omega ratio

Gain probability vs. loss probability

1.03

0.97

+0.05

Calmar ratio

Return relative to maximum drawdown

0.01

-0.13

+0.14

Martin ratio

Return relative to average drawdown

0.03

-0.33

+0.35

SKYE.DE vs. FTGT.DE - Sharpe Ratio Comparison

The current SKYE.DE Sharpe Ratio is 0.01, which is higher than the FTGT.DE Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of SKYE.DE and FTGT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SKYE.DEFTGT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

-0.22

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

-0.40

+0.63

Correlation

The correlation between SKYE.DE and FTGT.DE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SKYE.DE vs. FTGT.DE - Dividend Comparison

Neither SKYE.DE nor FTGT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SKYE.DE vs. FTGT.DE - Drawdown Comparison

The maximum SKYE.DE drawdown since its inception was -49.90%, which is greater than FTGT.DE's maximum drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for SKYE.DE and FTGT.DE.


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Drawdown Indicators


SKYE.DEFTGT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.90%

-33.54%

-16.36%

Max Drawdown (1Y)

Largest decline over 1 year

-27.12%

-12.02%

-15.10%

Max Drawdown (5Y)

Largest decline over 5 years

-49.90%

Current Drawdown

Current decline from peak

-23.94%

-25.35%

+1.41%

Average Drawdown

Average peak-to-trough decline

-20.11%

-22.42%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.13%

3.60%

+7.53%

Volatility

SKYE.DE vs. FTGT.DE - Volatility Comparison

First Trust Cloud Computing UCITS ETF Acc (SKYE.DE) has a higher volatility of 5.79% compared to First Trust Alerian Disruptive Technology Real Estate UCITS ETF Acc (FTGT.DE) at 4.28%. This indicates that SKYE.DE's price experiences larger fluctuations and is considered to be riskier than FTGT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKYE.DEFTGT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

4.28%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

19.82%

8.34%

+11.48%

Volatility (1Y)

Calculated over the trailing 1-year period

29.37%

15.39%

+13.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.16%

16.62%

+11.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.88%

16.62%

+11.26%